+10.9%
DBX vs SM
+46.0%
-35.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | 0.0% | +20.3% | -20.3% | -0.5% |
| 3M | +26.1% | +22.9% | +3.2% | +25.0% |
| 6M | +29.4% | +47.8% | -18.5% | +27.1% |
| YTD | +24.4% | +107.5% | -83.0% | +20.4% |
| 1Y | +10.9% | +51.7% | -40.9% | +9.1% |
| All | +10.9% | +46.0% | -35.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling